CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7756 |
0.0032 |
0.4% |
0.7673 |
| High |
0.7773 |
0.7766 |
-0.0008 |
-0.1% |
0.7773 |
| Low |
0.7714 |
0.7719 |
0.0006 |
0.1% |
0.7653 |
| Close |
0.7750 |
0.7757 |
0.0007 |
0.1% |
0.7757 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.8% |
0.0121 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
69,080 |
74,090 |
5,010 |
7.3% |
388,945 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7868 |
0.7782 |
|
| R3 |
0.7840 |
0.7822 |
0.7769 |
|
| R2 |
0.7794 |
0.7794 |
0.7765 |
|
| R1 |
0.7775 |
0.7775 |
0.7761 |
0.7784 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7752 |
| S1 |
0.7729 |
0.7729 |
0.7752 |
0.7738 |
| S2 |
0.7701 |
0.7701 |
0.7748 |
|
| S3 |
0.7654 |
0.7682 |
0.7744 |
|
| S4 |
0.7608 |
0.7636 |
0.7731 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8043 |
0.7823 |
|
| R3 |
0.7968 |
0.7923 |
0.7790 |
|
| R2 |
0.7848 |
0.7848 |
0.7779 |
|
| R1 |
0.7802 |
0.7802 |
0.7768 |
0.7825 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7739 |
| S1 |
0.7682 |
0.7682 |
0.7745 |
0.7705 |
| S2 |
0.7607 |
0.7607 |
0.7734 |
|
| S3 |
0.7486 |
0.7561 |
0.7723 |
|
| S4 |
0.7366 |
0.7441 |
0.7690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7773 |
0.7653 |
0.0121 |
1.6% |
0.0049 |
0.6% |
86% |
False |
False |
77,789 |
| 10 |
0.7773 |
0.7566 |
0.0208 |
2.7% |
0.0058 |
0.8% |
92% |
False |
False |
88,099 |
| 20 |
0.7792 |
0.7566 |
0.0226 |
2.9% |
0.0069 |
0.9% |
85% |
False |
False |
102,880 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0072 |
0.9% |
81% |
False |
False |
99,993 |
| 60 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0068 |
0.9% |
88% |
False |
False |
75,694 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
92% |
False |
False |
56,794 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
92% |
False |
False |
45,439 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
92% |
False |
False |
37,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7887 |
|
1.618 |
0.7841 |
|
1.000 |
0.7812 |
|
0.618 |
0.7794 |
|
HIGH |
0.7766 |
|
0.618 |
0.7748 |
|
0.500 |
0.7742 |
|
0.382 |
0.7737 |
|
LOW |
0.7719 |
|
0.618 |
0.7690 |
|
1.000 |
0.7673 |
|
1.618 |
0.7644 |
|
2.618 |
0.7597 |
|
4.250 |
0.7521 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7752 |
0.7752 |
| PP |
0.7747 |
0.7748 |
| S1 |
0.7742 |
0.7743 |
|